DUSLX vs. VOO
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard S&P 500 ETF (VOO).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or VOO.
Key characteristics
| DUSLX | VOO | |
|---|---|---|
| YTD Return | 28.01% | 27.26% |
| 1Y Return | 37.79% | 37.86% |
| 3Y Return (Ann) | 12.01% | 10.35% |
| 5Y Return (Ann) | 16.90% | 16.03% |
| 10Y Return (Ann) | 14.38% | 13.45% |
| Sharpe Ratio | 3.20 | 3.25 |
| Sortino Ratio | 4.43 | 4.31 |
| Omega Ratio | 1.58 | 1.61 |
| Calmar Ratio | 5.18 | 4.74 |
| Martin Ratio | 19.36 | 21.63 |
| Ulcer Index | 2.07% | 1.85% |
| Daily Std Dev | 12.48% | 12.25% |
| Max Drawdown | -30.86% | -33.99% |
| Current Drawdown | -0.58% | 0.00% |
Correlation
The correlation between DUSLX and VOO is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DUSLX vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with DUSLX having a 28.01% return and VOO slightly lower at 27.26%. Over the past 10 years, DUSLX has outperformed VOO with an annualized return of 14.38%, while VOO has yielded a comparatively lower 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DUSLX vs. VOO - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DUSLX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DUSLX vs. VOO - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.00%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.00% | 1.27% | 1.52% | 1.10% | 1.43% | 1.53% | 1.90% | 1.50% | 1.72% | 1.75% | 1.49% | 1.14% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DUSLX vs. VOO - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DUSLX and VOO. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. VOO - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.64%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.